+71.4%
OTIS vs UDR
+31.9%
+39.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -0.8% | -2.1% | +1.3% | 0.0% |
| 30D | -4.7% | -5.6% | +0.9% | -2.6% |
| 3M | +1.2% | -5.8% | +7.0% | +3.5% |
| 6M | -20.5% | -1.1% | -19.4% | -20.3% |
| YTD | -18.4% | +1.6% | -20.1% | -19.3% |
| 1Y | -18.1% | -2.7% | -15.4% | -17.7% |
| 3Y | -10.6% | +6.3% | -16.9% | -14.0% |
| 5Y | -16.1% | -19.3% | +3.2% | -11.4% |
| All | +71.4% | +31.9% | +39.5% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling